| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,419.0 |
2,481.0 |
62.0 |
2.6% |
2,393.0 |
| High |
2,454.0 |
2,579.0 |
125.0 |
5.1% |
2,579.0 |
| Low |
2,405.0 |
2,459.0 |
54.0 |
2.2% |
2,378.0 |
| Close |
2,450.0 |
2,534.0 |
84.0 |
3.4% |
2,534.0 |
| Range |
49.0 |
120.0 |
71.0 |
144.9% |
201.0 |
| ATR |
108.0 |
109.5 |
1.5 |
1.4% |
0.0 |
| Volume |
314,604 |
448,125 |
133,521 |
42.4% |
1,044,633 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,884.0 |
2,829.0 |
2,600.0 |
|
| R3 |
2,764.0 |
2,709.0 |
2,567.0 |
|
| R2 |
2,644.0 |
2,644.0 |
2,556.0 |
|
| R1 |
2,589.0 |
2,589.0 |
2,545.0 |
2,616.5 |
| PP |
2,524.0 |
2,524.0 |
2,524.0 |
2,537.8 |
| S1 |
2,469.0 |
2,469.0 |
2,523.0 |
2,496.5 |
| S2 |
2,404.0 |
2,404.0 |
2,512.0 |
|
| S3 |
2,284.0 |
2,349.0 |
2,501.0 |
|
| S4 |
2,164.0 |
2,229.0 |
2,468.0 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,100.0 |
3,018.0 |
2,644.6 |
|
| R3 |
2,899.0 |
2,817.0 |
2,589.3 |
|
| R2 |
2,698.0 |
2,698.0 |
2,570.9 |
|
| R1 |
2,616.0 |
2,616.0 |
2,552.4 |
2,657.0 |
| PP |
2,497.0 |
2,497.0 |
2,497.0 |
2,517.5 |
| S1 |
2,415.0 |
2,415.0 |
2,515.6 |
2,456.0 |
| S2 |
2,296.0 |
2,296.0 |
2,497.2 |
|
| S3 |
2,095.0 |
2,214.0 |
2,478.7 |
|
| S4 |
1,894.0 |
2,013.0 |
2,423.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,579.0 |
2,365.0 |
214.0 |
8.4% |
71.2 |
2.8% |
79% |
True |
False |
392,358 |
| 10 |
2,579.0 |
2,365.0 |
214.0 |
8.4% |
82.2 |
3.2% |
79% |
True |
False |
738,514 |
| 20 |
2,579.0 |
2,235.0 |
344.0 |
13.6% |
100.0 |
3.9% |
87% |
True |
False |
417,932 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
26.3% |
116.5 |
4.6% |
63% |
False |
False |
212,356 |
| 60 |
3,011.0 |
2,115.0 |
896.0 |
35.4% |
139.6 |
5.5% |
47% |
False |
False |
143,146 |
| 80 |
3,379.0 |
2,115.0 |
1,264.0 |
49.9% |
134.2 |
5.3% |
33% |
False |
False |
113,171 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
55.2% |
117.0 |
4.6% |
30% |
False |
False |
90,868 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
55.2% |
106.4 |
4.2% |
30% |
False |
False |
75,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,089.0 |
|
2.618 |
2,893.2 |
|
1.618 |
2,773.2 |
|
1.000 |
2,699.0 |
|
0.618 |
2,653.2 |
|
HIGH |
2,579.0 |
|
0.618 |
2,533.2 |
|
0.500 |
2,519.0 |
|
0.382 |
2,504.8 |
|
LOW |
2,459.0 |
|
0.618 |
2,384.8 |
|
1.000 |
2,339.0 |
|
1.618 |
2,264.8 |
|
2.618 |
2,144.8 |
|
4.250 |
1,949.0 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,529.0 |
2,515.5 |
| PP |
2,524.0 |
2,497.0 |
| S1 |
2,519.0 |
2,478.5 |
|